+654.3%
GS vs TFC
+102.1%
+552.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | -0.6% |
| 30D | -1.6% | -1.3% | -0.3% | -0.8% |
| 3M | -4.5% | +6.1% | -10.5% | -8.4% |
| 6M | +20.9% | +7.3% | +13.5% | +14.9% |
| YTD | +19.9% | +8.2% | +11.7% | +13.5% |
| 1Y | +41.4% | +14.4% | +27.0% | +28.8% |
| 3Y | +239.2% | +93.7% | +145.4% | +121.4% |
| 5Y | +185.0% | +16.4% | +168.6% | +144.9% |
| All | +654.3% | +102.1% | +552.2% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling